def createStateSaver(name, setting): ''' create state saver ''' if 'sql' == name: from ultrafinance.backTest.stateSaver.sqlSaver import SqlSaver saver = SqlSaver() else: raise UfException(Errors.INVALID_SAVER_NAME, "Saver name is invalid %s" % name) saver.setup(setting) return saver
def get(self): """ get quotes """ dam = SqlDAM() print os.path.dirname(__file__) flags={} sqlsave = SqlSaver() sqlsave.setup({'db': 'sqlite:///../zhihui/data/output.sqlite'}, "['EURUSD']_sma") result = sqlsave.getStates(20000101,20131231) for row in result: if row.updateOrders != []: order = row.updateOrders[0] flags[row.time] = order.action dam.setup({'db': 'sqlite:///../zhihui/data/ftest.sqlite'}) dam.setSymbol('EURUSD') _quotes = dam.readQuotes(20000101, 20131231) quotes = [quote.toDict() for quote in _quotes] self.write(json.dumps(quotes))
def createStateSaver(name, setting, tableName = None): ''' create state saver ''' if 'habse' == name: from ultrafinance.backTest.stateSaver.hbaseSaver import HbaseSaver saver = HbaseSaver() elif 'sql' == name: from ultrafinance.backTest.stateSaver.sqlSaver import SqlSaver saver = SqlSaver() else: raise UfException(Errors.INVALID_SAVER_NAME, "Saver name is invalid %s" % name) if not tableName: saver.tableName = 'output' else: saver.tableName = tableName saver.setup(setting) return saver